University of Milan — Italy
Decision Sciences · Social Sciences
25h-index2.0kcitations95works1.42yr avg
Accepting Students?
No reports yet. Know if this professor is taking students?
Research Topics
Risk and Portfolio Optimization(30), Probability and Risk Models(20), Financial Risk and Volatility Modeling(18), Statistical Methods and Inference(9), Wireless Power Transfer Systems(9)
Publications95 total
Annals of Operations Research·2025· 1 citedOpen Access
Annals of Operations Research·2025Open Access
SSRN Electronic Journal·2025· 1 citedOpen Access
TUbilio (Technical University of Darmstadt)·2025Open Access
arXiv (Cornell University)·2025Open Access
Valori e Valutazioni·2024Open Access
arXiv (Cornell University)·2024Open Access
2024· 11 citedOpen Access
SSRN Electronic Journal·2024Open Access
SSRN Electronic Journal·2023· 1 citedOpen Access
Bernoulli·2022Open Access
Information Sciences·2022· 14 citedOpen Access
Journal of Computational and Applied Mathematics·2021· 3 citedOpen Access
European Journal of Operational Research·2021· 9 citedOpen Access
Dependence Modeling·2021Open Access
SSRN Electronic Journal·2021Open Access
SSRN Electronic Journal·2020Open Access
Journal of Multivariate Analysis·2019· 26 citedOpen Access
SSRN Electronic Journal·2019· 1 citedOpen Access
Quantitative Finance·2018· 15 citedOpen Access
page 1 of 5Next →
Frequent Co-authors
Ludger Rüschendorf(15), Paul Embrechts(11), Ruodu Wang(8), Ugo Reggiani(5), Leonardo Sandrolini(5), Steven Vanduffel(5), Valeria Bignozzi(3), Philipp Arbenz(2), Daniel Small(2), Dennis Manko(2), Matthias Scherer(2), Antonela Beleraj(1), Marco Scarsini(1), Andrea Höing(1), Bin Wang(1), Luigi Mossuto-Agatiello(1), Anna Elisa Castellano(1), Bin Wang(1), C.J. Stevens(1), Yves Neau(1)